+1,644.3%
PBR vs GPN
+2,494.6%
-850.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.4% |
| 7D | +4.2% | -3.5% | +7.8% | +5.7% |
| 30D | +22.7% | +3.1% | +19.6% | +20.7% |
| 3M | +21.5% | +42.3% | -20.8% | +2.8% |
| 6M | +24.0% | +20.9% | +3.1% | +11.2% |
| YTD | +88.2% | +15.2% | +73.0% | +69.8% |
| 1Y | +74.8% | +5.4% | +69.4% | +62.6% |
| 3Y | +105.1% | -27.4% | +132.5% | +113.4% |
| 5Y | +572.2% | -44.2% | +616.4% | +644.5% |
| 10Y | +692.7% | +27.4% | +665.4% | +501.5% |
| All | +1,644.3% | +2,494.6% | -850.3% | +537.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling